+159.0%
ECHO vs TT
+782.6%
-623.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.7% | +2.3% | +4.9% |
| 7D | +3.0% | +1.7% | +1.3% | +2.5% |
| 30D | +6.7% | -11.8% | +18.5% | +12.8% |
| 3M | +12.4% | -12.6% | +25.0% | +19.1% |
| 6M | -20.4% | -9.4% | -11.1% | -17.5% |
| YTD | -6.9% | +8.8% | -15.7% | -12.0% |
| 1Y | +37.7% | -2.5% | +40.2% | +36.7% |
| 3Y | +902.9% | +95.7% | +807.2% | +598.9% |
| 5Y | +275.3% | +135.7% | +139.6% | +132.1% |
| 10Y | +159.0% | +750.6% | -591.6% | -10.5% |
| All | +159.0% | +782.6% | -623.6% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling